| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,971.9 |
1,986.4 |
14.5 |
0.7% |
1,835.5 |
| High |
1,998.4 |
1,987.3 |
-11.1 |
-0.6% |
1,933.6 |
| Low |
1,955.7 |
1,952.3 |
-3.4 |
-0.2% |
1,830.7 |
| Close |
1,976.7 |
1,966.8 |
-9.9 |
-0.5% |
1,925.2 |
| Range |
42.7 |
35.0 |
-7.7 |
-18.0% |
102.9 |
| ATR |
31.3 |
31.6 |
0.3 |
0.8% |
0.0 |
| Volume |
197,823 |
271,380 |
73,557 |
37.2% |
239,554 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.8 |
2,055.3 |
1,986.1 |
|
| R3 |
2,038.8 |
2,020.3 |
1,976.4 |
|
| R2 |
2,003.8 |
2,003.8 |
1,973.2 |
|
| R1 |
1,985.3 |
1,985.3 |
1,970.0 |
1,977.1 |
| PP |
1,968.8 |
1,968.8 |
1,968.8 |
1,964.7 |
| S1 |
1,950.3 |
1,950.3 |
1,963.6 |
1,942.1 |
| S2 |
1,933.8 |
1,933.8 |
1,960.4 |
|
| S3 |
1,898.8 |
1,915.3 |
1,957.2 |
|
| S4 |
1,863.8 |
1,880.3 |
1,947.6 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,205.2 |
2,168.1 |
1,981.8 |
|
| R3 |
2,102.3 |
2,065.2 |
1,953.5 |
|
| R2 |
1,999.4 |
1,999.4 |
1,944.1 |
|
| R1 |
1,962.3 |
1,962.3 |
1,934.6 |
1,980.9 |
| PP |
1,896.5 |
1,896.5 |
1,896.5 |
1,905.8 |
| S1 |
1,859.4 |
1,859.4 |
1,915.8 |
1,878.0 |
| S2 |
1,793.6 |
1,793.6 |
1,906.3 |
|
| S3 |
1,690.7 |
1,756.5 |
1,896.9 |
|
| S4 |
1,587.8 |
1,653.6 |
1,868.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,000.0 |
1,908.0 |
92.0 |
4.7% |
44.1 |
2.2% |
64% |
False |
False |
167,015 |
| 10 |
2,000.0 |
1,821.0 |
179.0 |
9.1% |
35.1 |
1.8% |
81% |
False |
False |
102,457 |
| 20 |
2,000.0 |
1,788.3 |
211.7 |
10.8% |
29.0 |
1.5% |
84% |
False |
False |
66,032 |
| 40 |
2,000.0 |
1,690.1 |
309.9 |
15.8% |
28.4 |
1.4% |
89% |
False |
False |
36,246 |
| 60 |
2,000.0 |
1,690.1 |
309.9 |
15.8% |
28.4 |
1.4% |
89% |
False |
False |
26,089 |
| 80 |
2,000.0 |
1,670.3 |
329.7 |
16.8% |
31.0 |
1.6% |
90% |
False |
False |
20,598 |
| 100 |
2,000.0 |
1,458.8 |
541.2 |
27.5% |
37.3 |
1.9% |
94% |
False |
False |
17,283 |
| 120 |
2,000.0 |
1,458.8 |
541.2 |
27.5% |
35.8 |
1.8% |
94% |
False |
False |
14,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.1 |
|
2.618 |
2,078.9 |
|
1.618 |
2,043.9 |
|
1.000 |
2,022.3 |
|
0.618 |
2,008.9 |
|
HIGH |
1,987.3 |
|
0.618 |
1,973.9 |
|
0.500 |
1,969.8 |
|
0.382 |
1,965.7 |
|
LOW |
1,952.3 |
|
0.618 |
1,930.7 |
|
1.000 |
1,917.3 |
|
1.618 |
1,895.7 |
|
2.618 |
1,860.7 |
|
4.250 |
1,803.6 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.8 |
1,965.8 |
| PP |
1,968.8 |
1,964.8 |
| S1 |
1,967.8 |
1,963.8 |
|